ℹ️
🇬🇧
Search
Search for publications relevant for "Multivariate GARCH"
Multivariate GARCH
Publication
Class
Person
Publication
Programmes
Export current view
publication
Modeling of Currency Covolatilities
2019 |
Faculty of Mathematics and Physics
publication
Time-varying Betas of the Banking Sector
Publication without faculty affiliation
publication
Time-Varying Betas of Banking Sectors
2012 |
Faculty of Social Sciences
publication
Macroeconomic sources of foreign exchange risk in new EU members
+1
Publication without faculty affiliation
publication
Macroeconomic sources of foreign exchange risk in new EU members
2009 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education, Central Library of Charles University
publication
Another View on Conditional Correlations
2013 |
Faculty of Mathematics and Physics
publication
Exchange rate risk in Central European countries
2010 |
Publication without faculty affiliation
publication
Exchange rate risk in Central European countries
2010 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
International Stock Market Comovements: What Happened during the Financial Crisis?
2012 |
Faculty of Social Sciences
publication
Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
International stock market integration: Central and South Eastern Europe compared
2013 |
Publication without faculty affiliation
publication
Another view on time-varying correlations: The case of stocks and bonds
2013 |
Faculty of Mathematics and Physics
publication
Marginal expected shortfall: the Czech PX index case study
2017 |
Faculty of Mathematics and Physics
publication
Return and volatility spillovers between Chinese and US clean energy related stocks
2022 |
Faculty of Social Sciences, Faculty of Humanities